Managed Futures Strategy Fund CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) March 31, 2015
|
|
- Frank Little
- 8 years ago
- Views:
Transcription
1 Shares Value EXCHANGE-TRADED FUNDS,1-2.0% Guggenheim Enhanced Short Duration ETF 108,400 $ 5,426,504 Total Exchange-Traded Funds (Cost $5,429,550) 5,426,504 MUTUAL FUNDS,2-55.7% Guggenheim Strategy Fund I 2,136,759 53,205,311 Guggenheim Strategy Fund II 2,119,870 52,805,950 Guggenheim Strategy Fund III 1,682,875 41,987,727 Total Mutual Funds (Cost $148,200,860) 147,998,988 Face Amount ASSET BACKED SECURITIES - 5.8% Brentwood CLO Corp A, 0.52% due 02/01/22 3,4 $ 3,733,235 3,680,224 Duane Street CLO IV Ltd A, 0.49% due 11/14/21 3,4 3,129,295 3,103,948 Salus CLO Ltd AN, 2.48% due 03/05/21 3,4 2,700,000 2,703,240 N-Star REL CDO VIII Ltd A, 0.47% due 02/01/41 3,4 2,565,132 2,517,164 Black Diamond CLO Delaware Corp A, 2.17% due 06/20/17 3,4 1,500,000 1,468,350 Foothill CLO Ltd A, 0.51% due 02/22/21 3,4 1,219,147 1,210,247 Cornerstone CLO Ltd A, 0.47% due 07/15/21 3,4 735, ,190 Gleneagles CLO Ltd A, 0.53% due 11/01/17 3,4 69,501 69,327 Total Asset Backed Securities (Cost $15,260,871) 15,481,690 COLLATERALIZED MORTGAGE OBLIGATIONS,5-1.2% Morgan Stanley Reremic Trust 2012-IO, 1.00% due 03/27/51 4 2,839,238 2,805,167 SRERS Funding Ltd RS, 0.43% due 05/09/46 3,4 330, ,144 Total Collateralized Mortgage Obligations (Cost $3,113,597) 3,119,311 REPURCHASE AGREEMENTS,5-24.1% HSBC Group issued 03/31/15 at 0.03% due 04/01/15 50,310,368 50,310,368 RBC Capital Markets issued 03/31/15 at 0.05% due 04/01/15 7,688,492 7,688,492 UMB Financial Corp. issued 03/31/15 at 0.03% due 04/01/15 6,171,279 6,171,279 Total Repurchase Agreements (Cost $64,170,139) 64,170,139 Total Investments % (Cost $236,175,017) $ 236,196,632 Other Assets & Liabilities, net % 29,649,664 Total Net Assets % $ 265,846,296 Unrealized Contracts Gain INTEREST RATE FUTURES CONTRACTS PURCHASED June 2015 Euro - Bund Futures Contracts Contracts $64,015,050) 375 $ 921,581 June 2015 Australian Government 10 Year Bond Futures Contracts Contracts $46,419,148) ,357 June 2015 U.S. Treasury 5 Year Note Futures Contracts Contracts $53,129,781) ,768 June 2015 U.S. Treasury Long Bond Futures Contracts Contracts $23,607,000) ,473 June 2015 Euro - Schatz Futures Contracts Contracts $806,546,756) 6, ,933 June 2015 U.S. Treasury Ultra Long Bond Futures Contracts Contracts $13,600,000) ,468
2 June 2015 Euro - Bobl Futures Contracts Contracts $151,100,220) 1, ,631
3 Unrealized Contracts Gain (Loss) INTEREST RATE FUTURES CONTRACTS PURCHASED (continued) June 2015 Australian Government 3 Year Bond Futures Contracts Contracts $80,887,056) 943 $ 261,593 June 2015 U.S. Treasury 10 Year Note Futures Contracts Contracts $32,355,469) ,218 June 2015 Canadian Government 10 Year Bond Futures Contracts Contracts $47,336,881) ,466 June 2015 Japanese Government 10 Year Bond Futures Contracts Contracts $79,762,381) 65 87,757 June 2015 Long Gilt Futures Contracts Contracts $16,644,545) 93 (63,128) (Total Aggregate Value of Contracts $1,415,404,287) $ 4,258,117 COMMODITY FUTURES CONTRACTS PURCHASED June 2015 Live Cattle Futures Contracts Contracts $20,428,301) 335 $ 678,724 May 2015 LME Lead Futures Contracts Contracts $10,283,565) ,058 May 2015 Copper Futures Contracts Contracts $68,438) 1 (372) June 2015 Gold 100 oz. Futures Contracts Contracts $2,960,000) 25 (2,811) May 2015 LME Zinc Futures Contracts Contracts $5,091,345) 98 (19,347) May 2015 Silver Futures Contracts Contracts $4,573,250) 55 (57,943) May 2015 WTI Crude Futures Contracts Contracts $2,232,030) 47 (71,183) (Total Aggregate Value of Contracts $45,636,929) $ 905,126 EQUITY FUTURES CONTRACTS PURCHASED June 2015 Topix Index Futures Contracts Contracts $31,280,020) 243 $ 367,664 June 2015 Nikkei 225 (OSE) Index Futures Contracts Contracts $19,231,286) ,035 April 2015 IBEX 35 Index Futures Contracts Contracts $7,633,375) ,403 April 2015 H-Shares Index Futures Contracts Contracts $6,675,340) ,916 June 2015 S&P MidCap 400 Index Mini Futures Contracts Contracts $10,793,420) ,479 June 2015 Dow Jones Industrial Average Index Mini Futures Contracts Contracts $9,112,925) ,409 June 2015 S&P 500 Index Mini Futures Contracts Contracts $4,221,975) 41 51,298 June 2015 DAX Index Futures Contracts Contracts $8,361,086) 26 25,539 June 2015 NASDAQ-100 Index Mini Futures Contracts Contracts $23,891,940) ,877 June 2015 Russell 2000 Index Mini Futures Contracts Contracts $2,373,480) 19 19,174 June 2015 SPI 200 Index Futures Contracts Contracts $6,465,060) 58 7,564 April 2015 Amsterdam Index Futures Contracts Contracts $22,473,163) 214 (265,954)
4 Unrealized Contracts Gain (Loss) EQUITY FUTURES CONTRACTS PURCHASED (continued) June 2015 FTSE 100 Index Futures Contracts Contracts $20,609,093) 207 $ (479,229) (Total Aggregate Value of Contracts $173,122,163) $ 813,175 COMMODITY FUTURES CONTRACTS SOLD SHORT May 2015 Sugar #11 Futures Contracts Contracts $19,194,862) 1,427 $ 2,769,134 May 2015 LME Nickel Futures Contracts Contracts $7,420,800) ,170 May 2015 Gas Oil Futures Contracts Contracts $10,169,250) ,261 May 2015 Corn Futures Contracts Contracts $5,944,750) ,376 June 2015 Brent Crude Futures Contracts Contracts $4,944,720) ,767 May 2015 Coffee 'C' Futures Contracts Contracts $895,388) 18 55,541 May 2015 Wheat Futures Contracts Contracts $2,897,038) ,783 May 2015 Gasoline RBOB Futures Contracts Contracts $1,413,338) 19 20,937 May 2015 New York Harbor Ultra-Low Sulfur Diesel Futures Contracts Contracts $143,262) 2 4,071 May 2015 Natural Gas Futures Contracts Contracts $817,470) May 2015 Soybean Futures Contracts Contracts $6,955,163) 143 (33,104) May 2015 Hard Red Winter Wheat Futures Contracts Contracts $6,168,250) 220 (50,267) June 2015 Lean Hogs Futures Contracts Contracts $16,006,180) 526 (78,615) May 2015 LME Primary Aluminum Futures Contracts Contracts $16,769,431) 377 (120,296) May 2015 Cotton #2 Futures Contracts Contracts $6,152,250) 195 (176,307) (Total Aggregate Value of Contracts $105,892,152) $ 3,987,156 EQUITY FUTURES CONTRACTS SOLD SHORT April 2015 CAC40 10 Euro Index Futures Contracts Contracts $8,653,158) 160 $ 14,099 April 2015 MSCI Taiwan Stock Index Futures Contracts Contracts $1,725,486) 49 (6,003) April 2015 Hang Seng Index Futures Contracts Contracts $3,865,699) 24 (79,649) (Total Aggregate Value of Contracts $14,244,343) $ (71,553) CURRENCY FUTURES CONTRACTS SOLD SHORT June 2015 British Pound Futures Contracts Contracts $15,106,025) 163 $ 166,259 June 2015 Canadian Dollar Futures Contracts Contracts $4,889,940) 62 18,149 June 2015 Australian Dollar Futures Contracts Contracts $379,200) 5 (163) June 2015 Euro FX Futures Contracts Contracts $16,410,525) 122 (78,217) June 2015 Swiss Franc Futures Contracts Contracts $12,643,225) 98 (309,077)
5 June 2015 Japanese Yen Futures Contracts Contracts $40,373,775) 387 (350,111) (Total Aggregate Value of Contracts $89,802,690) $ (553,160)
6 Value determined based on Level 1 inputs, unless otherwise noted. Value determined based on Level 2 inputs. 1 Investment in a product that is managed by and/or pays a management fee to a party related to the Adviser. 2 Affiliated issuer. 3 Variable rate security. Rate indicated is rate effective at March 31, Security is a 144A or Section 4(a)(2) security. The total market value of 144A or Section 4(a)(2) securities is $18,601,001 (cost $18,374,468), or 7.0% of total net assets. These securities have been determined to be liquid under guidelines established by the Board of Trustees. 5 Repurchase Agreements.
Xetra. The market. The leading trading platform. A simple investment in commodities, volatility or currencies
Xetra. The market. The leading trading platform for ETCs & ETNs A simple investment in commodities, volatility or currencies 2 3 Commodities can be used to reduce the volatility of a portfolio or increase
More informationAnnuity Linked TVI Index. Explained
Annuity Linked TVI Index Explained 1 Key Features of the Annuity Linked TVI Index The Index aims to deliver positive returns while moderating volatility regardless of market direction. The Index goal is
More information* Test the various investment, portfolio, hedging, and technical trading strategies discussed in class.
Investment Student: Welcome! You are about to manage an account in the most comprehensive investment simulation available. When you register you will receive a STOCK-TRAK brokerage account with an imaginary
More informationTransaction Cost. AETOS Capital Group (UK) Limited. May 2016 V20160503
AETOS Capital Group (UK) Limited May 2016 V20160503 Product Symbol Tick Value Swap Rate - Swap Rate - LONG 2 SHORT 2 Typical Margin Spread 3 FOREX Australian Dollar vs U.S. Dollar AUDUSD 10.0USD 0.50%
More informationUS EXCHANGE TRADING HOURS (All times are Chicago Time)
US EXCHANGE TRADING HOURS (All times are Chicago Time) CME GROUP INC. CBOT (www.cmegroup.com) Open Outcry -Options Only GLOBEX Agriculturals (halts 7:45am-8:30am during the wk) Corn 8:30am to 1:15pm Sun-Fri
More informationWhat does the Dow Jones-UBS Commodity Index track?
Dow Jones-UBS Commodity Index FAQ What does the Dow Jones-UBS Commodity Index track? The Dow Jones-UBS Commodity Index is an index tracking the performance of a weighted group of exchange-traded futures
More informationPowerShares DB Commodity and Currency ETFs Convenient access to commodities and currencies
PowerShares DB Commodity and Currency ETFs Convenient access to commodities and currencies Not FDIC Insured May Lose Value No Bank Guarantee For US Use Only Now you can add agriculture, oil, gas, base
More informationManaged Futures Funds
Managed Futures Funds Managed futures can generally be defined as a globally diversified basket of futures contracts which are listed on worldwide exchanges. Futures and forward contracts have a high degree
More informationInvesco Variable Insurance Fund. Invesco V.I. Balanced-Risk Allocation Fund A balanced approach
Invesco Variable Insurance Fund Invesco V.I. Balanced-Risk Allocation Fund A balanced approach Management team Invesco V.I. Balanced-Risk Allocation Fund is managed by the Invesco Global Asset Allocation
More informationCelestial Commodities Limited ("CCL") Electronic Trading Account - Hong Kong Futures and Options Trading Policy
Celestial Commodities Limited ("CCL") Electronic Trading Account - Hong Kong Futures and Options Trading Policy A. Account Opening 1. Individual and Joint Account 1.1 For Hong Kong residents who have not
More informationFutures Trading: The Way to Go?
Futures Trading: The Way to Go? Terence Lee Private Client Service 25/02/11 Disclaimer The information contained in these course materials provided is the option of the Course Trainer and not Phillip Futures.
More informationfor momentum trading
26 august 2010 alternativeedge note Two benchmarks for momentum trading Alterative Investments Consulting PRM.Consulting@newedge.com newedge.com Returns in the CTA sector probably can be best understood
More informationFINSPREADS MARKET INFORMATION SHEETS. EFFECTIVE DATE: 1 st June 2007
FINSPREADS MARKET INFORMATION SHEETS EFFECTIVE DATE: 1 st June 2007 These market information sheets, the contents of which are subject to change from time to time, are referred to and form part of the
More informationLearn About The Different Markets
14878.0351 348939.487 34598.6325 66875.0449 34838.0371 34898.5321 94898.6327 54798.0321 44898.0324 54695.3522 96898.0321 24848.6323 44898.0321 34898.0328 14878.0351 348939.487 34598.6325 66875.0449 34838.0371
More informationLimit and Stop levels*** SIC Commission. > 500K$ < 500K$ $ per lot. Minimum Price Fluctuation. Currency Pair
Spread and IB commission for MT4 platform, and the TWS platform spread is same as Exchanges spread + commission start from 6$ - 25$ per lot + IB markup commission Currency Pair Main FX USD 0.01 2 3 Depend
More informationGalvan Derivative Trading - CFD Market Information Sheets
Galvan Derivative Trading - CFD Market Information Sheets Effective from: 28th July 2008 Contents Introduction 1 Indices 2 Shares 3 Sectors 4 Currencies 5 Metals 6 Commodities 7 Bonds 8 Interest rates
More informationGlobal stock markets finish off the year on a strong note
4 3 2 1 - -1 Market Indices Performance Returns 40. 22.6% 19. 17.6% 12. 12.7% 9.4% 10.7% 9.1% 8.2% 9. 2% 7.3% 5. 6.7% 5.9% 6.2% 6.8% 6. 4. 5.3% 5.6% 6. 3.3% 1.2% -0.7%-1.2% -2.6% -0.1% -1.-0.8%-0.8% -4.6%
More informationCategory Jan-Dec 2013 Jan-Dec 2014 % Change. Futures 12,134,552,693 12,165,484,775 0.3% Options 9,417,199,143 9,707,129,486 3.1%
Global Futures and Options Volume Based on the number of contracts traded and/or cleared at 75 exchanges worldwide Category Jan-Dec 2013 Jan-Dec 2014 % Change Futures 12,134,552,693 12,165,484,775 0.3%
More informationWhat drives crude oil prices?
What drives crude oil prices? An analysis of 7 factors that influence oil markets, with chart data updated monthly and quarterly Washington, DC U.S. Energy Information Administration Independent Statistics
More informationTrader Vic Indices. Access managed futures in an innovative index format
Trader Vic Indices Access managed futures in an innovative index format The Royal Bank of Scotland plc (RBS) is an authorised agent of ABN AMRO in certain jurisdictions and ABN AMRO is a subsidiary undertaking
More informationQuarterly Market Review. Fourth Quarter 2015
Q4 Quarterly Market Review Fourth Quarter 2015 Quarterly Market Review Fourth Quarter 2015 This report features world capital market performance and a timeline of events for the past quarter. It begins
More informationEXEMPLAR DIVERSIFIED PORTFOLIO SEMI-ANNUAL MANAGEMENT REPORT OF FUND PERFORMANCE
EXEMPLAR DIVERSIFIED PORTFOLIO SEMI-ANNUAL MANAGEMENT REPORT OF FUND PERFORMANCE For the period ended June 30, 2013 This semi-annual Management Report of Fund Performance contains financial highlights
More informationRetirement Report. News and updates for plan sponsors and fiduciaries of defined contribution plans. 2nd Quarter 2015
2nd Quarter 2015 Retirement Report News and updates for plan sponsors and fiduciaries of defined contribution plans Content & Frequency of Retirement Plan Committee Meetings We often receive questions
More informationFutures Investment Series. No. 2. The Mechanics of the Commodity Futures Markets. What They Are and How They Function. Mount Lucas Management Corp.
Futures Investment Series S P E C I A L R E P O R T No. 2 The Mechanics of the Commodity Futures Markets What They Are and How They Function Mount Lucas Management Corp. The Mechanics of the Commodity
More informationHow to Read a Macro View at Portfolio Construction
Atelier de résolution de problèmes en Finance et Assurance Portfolio Construction in the Presence of Codependence Risk PIERRE LAROCHE BANQUE NATIONALE DU CANADA PIERRE.LAROCHE@BNC.CA BRUNO RÉMILLARD HEC
More informationThe HFRq UCITS III Index Calculation Methodology
4.1 peak;- The HFRq UCITS III Index Calculation Methodology August 2010 1 Schedule 1: Definitions Cash Adjusted HFRIFWI means the HFRI Fund Weighted Composite Index ( HFRIFWI ) adjusted for the implied
More informationStandard commissions. Index Tracker CFD spreads. Index-tracking CFD contract details (continuous)
Standard commissions Index Tracker CFD spreads Indextracking CFD contract details (continuous) Index Tracker Spread 1) Margin required Value of one contract 2) Trading Hours 3) US Tech 100 NAS 1.0 2% USD
More informationSymbol Instrument name Trading hours in CET Currencies AUDCAD Australian Dollar to Canadian Dollar 24h from Sunday 11:00pm to Friday 10:00 pm AUDCHF
Symbol Instrument name Trading hours in CET Currencies AUDCAD Australian Dollar to Canadian Dollar 24h from Sunday 11:00pm to Friday 10:00 pm AUDCHF Australian Dollar to Swiss Frank 24h from Sunday 11:00pm
More informationFinancial Markets. THE CMC Markets Trading Smart Series
Financial Markets THE CMC Markets Trading Smart Series Tracking the world: What markets can you trade? Over the last few decades, investing has become increasingly globalised with many more markets around
More informationETPs for private investors
ETPs for private investors Simple products. Sophisticated strategies. ETPs Exchange Traded Products (ETPs) such as Exchange Traded Commodities (ETCs) and Exchange Traded Notes (ETNs) are listed exchange
More informationCFD Product Guide. www.myfxchoice.com
CFD Product Guide www.myfxchoice.com Contents Notice Risk Warning 1. Trading Hours 2. Contract Size \ Contract value 3. Tick size \Tick value\spread value 4. Margin Requirements 5. Overnight Rollover Cash
More informationTrading Hours: 2015 Christmas and New Year Holidays
Trading Hours: 2015 Christmas and New Year Holidays Thursday 24 December 2015 ICE Singapore Markers (Tradable) ICE Emissions Futures and Options Three Month Sterling Futures and Options Three Month Euro
More informationQuarterly Market Review. Second Quarter 2015
Q2 Quarterly Market Review Second Quarter 2015 Quarterly Market Review Second Quarter 2015 This report features world capital market performance and a timeline of events for the past quarter. It begins
More informationKCBOT: The Kansas City Board of Trade was formally chartered in 1876 and trades hard red winter
Section I Introduction to Futures and Options Markets Learning objectives To know major agricultural futures exchanges To see the types of commodities traded To understand common characteristics of futures
More informationExchange Traded Commodities. Redefining the commodities marketplace
Exchange Traded Commodities Redefining the commodities marketplace ETCs removing the difficulties of gaining exposure to commodities. Introduction Exchange Traded Commodities Redefining the commodities
More informationJan 11, 2016 with data as of Jan 8
*INVESTMENT PRODUCTS: NOT A BANK DEPOSIT. NOT GOVERNMENT INSURED. NO BANK GUARANTEE. MAY LOSE VALUE Citibank Wealth Management Jan 11, 2016 with data as of Jan 8 Weekly Citi analysts forecasts Market Overview
More informationCME Group Options on Futures
CME Group Options on Futures As the world s leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark
More informationChicago Board Of Trade GRAINS. Soybean Futures Cents & quarter-cents/bu. 1/4cent/bu (12.50/contract) Sep=U, Nov=X, Jan=F, Mar=H, May=K, Jul=N, Aug=Q
OAK PRICING Iowa Grain Company has made every effort to ensure the accuracy o information, but neither the firm, nor its officers, employees, or agents shall be liable to any person for any losses, damages,
More informationQuarterly Market Review
Quarterly Market Review Third Quarter 2015 Quarterly Market Review Third Quarter 2015 This report features world capital market performance and a timeline of events for the past quarter. It begins with
More informationCommodity and Interest Rate Trading Push Trading Higher in 2013
FIA ANNUAL VOLUME SURVEY Commodity and Interest Rate Trading Push Trading Higher in 2013 By Will Acworth After a tough year in 2012, 2, when the global listed derivatives markets suffered the largest dec
More informationScandinavian. Exotic and Emerging
MARKET INFORMATION SPREAD BETTING MARKETS FOREX Majors spread Unit risk AUDUSD 0.50 0.000 3 0 2 EURCHF 2 0.50 0.000 N/A 0 2 EURGBP 0. 0.50 0.000 3 0 2 EURJPY.6 0.50 0.0 3 0 2 EURUSD 0. 0.50 0.000 3 0 2
More informationHow To Get A Better Return From International Bonds
International fixed income: The investment case Why international fixed income? International bonds currently make up the largest segment of the securities market Ever-increasing globalization and access
More informationBrokerage/ E-trading. www.company.com
Brokerage/ E-trading OSYS & World Best Voted Trading Platform OFFER: Cyprus Company Set Up & Brokerage Account To: Trade Tax Free on International Markets Act as Director of the Company and Repatriate
More informationOverview: Past, Present and Future
Overview: Past, Present and Future Founded in 1957, the Reuters CRB Index has a long history as the most widely followed Index of commodities futures. Since 1961, there have been 9 previous revisions to
More informationThis page intentionally left blank
Currency Futures This page intentionally left blank CURRENCY FUTURES Brian Coyle Routledge Taylor & Francis Group LONDON AND NEW YORK First published 2000 by Fitzroy Dearborn Publishers This edition published
More informationTHE BLOOMBERG COMMODITY INDEX METHODOLOGY June 2015 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
THE BLOOMBERG COMMODITY INDEX METHODOLOGY June 2015 INDEX METHODOLOGY // 1 The data and information (the Information ) presented in this methodology (this Methodology ) reflect the methodology for determining
More informationCommodity Futures Trading Commission Proposes Position Limits for Commodity Derivatives
To Our Clients and Friends Memorandum friedfrank.com Commodity Futures Trading Commission Proposes Position Limits for Commodity Derivatives Summary The Commodity Futures Trading Commission (the Commission
More informationBeginner s Guide to CFDs
Beginner s Guide to CFDs Chapters 1.1-1.3 www.trader.ge CFDs Chapter 1.1 / A Basic Description Welcome to this chapter, which will give a brief introduction to the history of CFDs. If you are already familiar
More informationSimplified Prospectus
Investments Simplified Prospectus Manulife Mutual Funds and Manulife Private Investment Pools July 31, 2015 (OFFERING ADVISOR SERIES, SERIES B, SERIES C, SERIES CT6, SERIES D, SERIES F, SERIES FT5, SERIES
More informationQuarterly Market Review. Fourth Quarter 2014
Q4 Quarterly Market Review Fourth Quarter 2014 Quarterly Market Review Fourth Quarter 2014 This report features world capital market performance and a timeline of events for the past quarter. It begins
More informationCOMMODITIES Precious Metals Industrial (Base) Metals Commodities Grains and Oilseeds Softs affect supply curves Exotics Standardization Tradability
COMMODITIES Commodities: real and tangible assets that are elements of food (agricultural products like wheat and corn), fuel (oil, gas), metals (ex: copper, aluminum, gold, tin, zinc), and natural resources
More informationIntroduction, Forwards and Futures
Introduction, Forwards and Futures Liuren Wu Zicklin School of Business, Baruch College Fall, 2007 (Hull chapters: 1,2,3,5) Liuren Wu Introduction, Forwards & Futures Option Pricing, Fall, 2007 1 / 35
More informationFIA Annual Volume Survey:
FIA Annual Volume Survey: Trading Falls 15.3% in 2012 By Will Acworth Last year the global listed derivatives markets had their biggest and broadest decline in at least a decade. The total number of futures
More informationMonthly Exchange Fees US Dollar
October 2015 North and South American Exchanges BM&F Brazil Brazilian Futures Professional Level 1 Brazil 44 18 Brazilian Futures Professional Level 1 Non-Brazil 78 18 Brazilian Futures Non-Professional
More informationCAPITAL MARKETS REVIEW Q4 2011
CAPITAL MARKETS REVIEW Q4 2011 Reviewing the quarter ended September 30, 2011 J. Matthew Hager // David S. Dennerll, CFP // Benjamin R. Stacy 255 East Fifth St. Suite 2210 // Cincinnati, OH 45202 513-287-6778
More informationCommodity and Energy Market in Japan
FIA Japan Financial Market Conference 2015 Commodity and Energy Market in Japan Policy of Japan s Commodity Derivatives and Efforts to Establish LNG and Electricity Futures Markets Tatsuya Terazawa, Director-General
More informationContract Specifications 2015 Dynamic STP Trading Account
Forex Currency Pairs (Online Trading Platform Symbol) 2 Minimum Price Fluctuation Tick / Point Value Pip Value Australian Dollar / Canadian Dollar (AUDCAD# / AUDCAD ) AUD 00,000 0.0000 CAD CAD 0 Australian
More informationFranklin Templeton Investment Funds
Franklin Templeton Investment Funds Online ID Name CRNCY Description L4058R498 FRANK EUROPEAN GRWTH A ACC EUR The Fund's objective is long term capital appreciation. The Fund invests at least two thirds
More informationICE Futures Implied Prices
ICE Futures Implied Prices ICE Futures has expanded implied pricing capability for each of its Futures contracts. The platform fully implies prices much farther out the curve. It broadcasts implied prices
More informationMarket Review. Cementos Argos took control of Lafarge Cementos SA. 3/09/2013. Economic Research Department. Contents
Market Review Economic Research Department 3/09/2013 Cementos Argos took control of Lafarge Cementos SA. Cementos Argos acquired cement assets in Central America for 232 million euros, equivalent to 53.3%
More informationSPREAD BETTING OPTIONS (cash)
SPREAD BETTING OPTIONS (cash) Market Symbol Dealing Spread Tradefair IM Factor Trading (Margin Req) Hours Min margin per stake (applicable to all short positions) Contract Months Last Dealing Day Basis
More informationAPPENDIX 1.D. Mandate Guidelines amleague. Multi Asset Class (The Mandate )
amleague PROFESSIONAL PERFORMANCE DATA APPENDIX 1.D Mandate Guidelines amleague Multi Asset Class (The Mandate ) Investment objectives 1. Investment Objective and Policy The investment objective of the
More informationTues. Mon Mon Extended Tues. Tues. Close Close Trade Date Trade Date Trade Date. Close. Open. Close Trade Date. Trade Date. Open.
2014 Holiday Trading Schedule New Year's Day The following schedule is taken from sources that TradeStation believes are accurate and are subject to change. The schedule has been assembled for information
More informationIndex Return Monitor. September 4, 2015. Is The Glass Half-Empty. Dow Jones Takes A Dip
Index Return Monitor September 4, 2015 SUNIL BHARDWAJ MBA, CFA INVESTMENT STRATEGY GROUP See Legal Disclaimer and Important Disclosure Footnotes at the end of this report for disclosures, including potential
More informationMarket Briefing: Commodity Prices
Market Briefing: Commodity Prices February 9, 2016 Dr. Edward Yardeni 516-972-7683 eyardeni@ Mali Quintana 480-664-1333 aquintana@ Please visit our sites at www. blog. thinking outside the box Table Of
More informationPROPEX EDUCATION SERIES GUY BOWER. A brief history and synopsis of the top futures markets
PROPEX EDUCATION SERIES GUY BOWER A brief history and synopsis of the top futures markets Contents Introduction: Futures Market Background Part 1: Index Futures Part 2: Grains Part 3: Meats Part 4: Metals
More informationShort-Term Energy Outlook Market Prices and Uncertainty Report
February 2016 Short-Term Energy Outlook Market Prices and Uncertainty Report Crude Oil Prices: The North Sea Brent front month futures price settled at $34.46/b on February 4 $2.76 per barrel (b) below
More informationBeyond Beta Passive Alternatives to Active Commodities Strategies
Beyond Beta Passive Alternatives to Active Commodities Strategies Paul D. Kaplan, Ph.D., CFA, Quantitative Research Director, Morningstar Europe The economic rationale for momentum-based long/short commodity
More informationEUROPEAN SICAV ALLIANCE (E.S.A.)
EUROPEAN SICAV ALLIANCE (E.S.A.) Annual Report (Audited) December 31, 2013 5, Allée Scheffer L - 2520 Luxembourg RCS Luxembourg B35554 EUROPEAN SICAV ALLIANCE (E.S.A.) TABLE OF CONTENTS GENERAL INFORMATION
More informationWhat are futures contracts?
The Futures Market Introduction and Mechanics (c) 2002-2013 Gary R. Evans. May only be used for non-profit educational purposes only without permission of the author. What are futures contracts? A futures
More informationFORM ADV PART 2A Brochure
FORM ADV PART 2A Brochure March 18, 2014 This Brochure provides information about the qualifications and business practices of Aspen Partners, Ltd. ( Aspen ). If you have any questions about the contents
More informationDOLLARS & SENSE TD Economics
DOLLARS & SENSE TD Economics THE FED S MESSAGE IS CLEAR: GET READY FOR HIGHER POLICY RATES Highlights Economic data and hawkish commentary from Federal Reserve members have re-adjusted market expectations
More informationAlgorithmic trading facts & fantasies
Algorithmic trading facts & fantasies J Scott Kerson Head of Commodities AHL / Man Systematic Strategies, Man Group PLC LBMA/LPPM Precious Metals Conference 2013 For institutional/professional and/or qualified
More informationGlobal Real Assets Strategy Report: Focus on Oil
Global Investment Strategy Global Real Assets Strategy Report: Focus on Oil January 28, 2016 John LaForge Co-Head of Real Asset Strategy Analysis and outlook for the real assets market» Commodity prices
More informationubinary Guide Trading Made Easy
ubinary Guide Trading Made Easy What is a Binary Option Binary is another word for Two. A Binary options allows you to choose from two options: Above or Below Each Binary option has an asset, an expiry
More informationCOMMODITY SPREAD TRADING
COMMODITY SPREAD TRADING discretionary commodity trading in different and profitable way Romana Křížová CEO, TradeandFinance.eu, s.r.o. 1 What is Spread? Often used term Used in different contexts represents
More informationForex Currency Trading Conditions Overview for Colmex Pro MT4 Users
Forex Currency Trading Conditions Overview for Colmex Pro MT4 Users Colmex Pro high-speed execution and advanced trading environment puts all the right tools at your disposal enabling you to take advantage
More informationREviewing the previous week & LAYing the groundwork for the week ahead
REviewing the previous week & LAYing the groundwork for the week ahead System Trade Updates Taken from Corresponding Issues of Weekly Re-Lay Information is from sources believed reliable but accuracy cannot
More informationA NEW WAY OF INVESTING IN COMMODITIES. ETC - Exchange Traded Commodities
A NEW WAY OF INVESTING IN COMMODITIES ETC - Exchange Traded Commodities Index Introduction 1 Exchange Traded Commodities: 3 - What they are - Main features - Investment modalities Focus on physically-backed
More informationTRADING STRATEGIES IN FUTURES MARKETS
The Global Journal of Finance and Economics, Vol. 10, No. 1, (2013) : 1-12 TRADING STRATEGIES IN FUTURES MARKETS Ivan Francisco Julio *, M. Kabir Hassan * and Geoffrey M. Ngene ** ABSTRACT In this article,
More informationINSIGHTS ON INVESTING IN COMMODITIES
PRUDENTIAL INVESTMENTS» MUTUAL FUNDS INSIGHTS ON INVESTING IN COMMODITIES WHITE PAPER NATURAL RESOURCES STOCKS HOLD THE LONG-TERM EDGE Although commodities may benefit an investment portfolio by offering
More informationContract Specifications
Contract Specifications Plans Equities Charges/Fees CFD Charges/Fees $4 per $0.01 per additional share (over $1.5 per $0.01 per additional share (over 150 A(1) trade (min 400 ) ECN and Sec fees trade (min
More informationMarch PMI signals stabilization
02/12 04/12 06/12 08/12 10/12 12/12 02/13 04/13 06/13 08/13 10/13 12/13 02/14 04/14 06/14 08/14 10/14 12/14 02/15 Economics Weekly April 1, 2015 Co-head of Research Banny Lam Tel: 852-21478863 Email: bannylam@abci.com.hk
More informationINTRODUCTION TO COMMODITY TRADING
INTRODUCTION TO COMMODITY TRADING Capademy Tutorial Series Option Banque Training Series Vol. 1 Commodities are the raw ingredients or components of almost everything we consume or use in our everyday
More informationKey investor information document Glossary
Key investor information document Glossary TERMS DEFINITION Absolute Return The appreciation or depreciation (expressed as a percentage of the Net Asset Value) that a Sub-Fund achieves over a given period
More informationCFDs Market Information
CFDs Information General notes i) All details are correct at time of going to press. ii) London Capital Group Ltd reserves the right, at its sole discretion, to alter the contract specifications at anytime
More informationCiti CUBES Diversified Commodities Fund. Supplement to the Prospectus
Diversified Commodities Fund Supplement to the Prospectus This supplement (the Supplement) contains information in relation to Shares issued in respect of the Citi CUBES Diversified Commodities Fund (the
More informationUnderstanding Commodities and Commodity ETFs
Understanding Commodities and Commodity ETFs Elisabeth Kashner, CFA, Moderator Senior Vice President, Analytics, IndexUniverse Jamie Farmer, Panelist Executive Director, Global Business Development and
More informationCIO Flash Revisions to our 2016 global outlook Jan 25, 2016
CIO Flash Revisions to our global outlook Jan 25, +++ CIO FLASH +++ CIO FLASH +++ CIO FLASH +++ CIO FLASH +++ CIO FLASH +++ CIO FLASH +++ CIO FLASH +++ CIO FLASH +++ CIO FLASH The global macro picture:
More informationMomentum s Hidden Sensitivity to the Starting Day
Momentum s Hidden Sensitivity to the Starting Day Philip Z. Maymin, Zakhar G. Maymin, Gregg S. Fisher Abstract: We show that the profitability of time- series momentum strategies on commodity futures across
More informationEndowment Trustees Report
2013-14 ET #6.4 2013 14 CD #16.0 2013 14 EBD #13.2 2013 14 Midwinter Meeting Endowment Trustees Report Council/Executive Board/Membership Information Session Rod Hersberger Senior Trustee Saturday January
More informationCHAPTER 2. Asset Classes. the Money Market. Money market instruments. Capital market instruments. Asset Classes and Financial Instruments
2-2 Asset Classes Money market instruments CHAPTER 2 Capital market instruments Asset Classes and Financial Instruments Bonds Equity Securities Derivative Securities The Money Market 2-3 Table 2.1 Major
More informationCommodity Price Outlook & Risks
Commodity Outlook & Risks Research Department, Commodities Team January, 2 www.imf.org/commodities commodities@imf.org This monthly report presents a price outlook and risk assessment for selected commodities
More informationContract Specifications 2015 Mini Trading Account
Forex Currency Pairs Australian Dollar / Canadian Dollar (AUDCAD@) Australian Dollar / Swiss Franc (AUDCHF@) Australian Dollar / Japanese Yen (AUDJPY@) Australian Dollar / New Zealand Dollar (AUDNZD@)
More informationCBOT Managed Futures PORTFOLIO DIVERSIFICATION OPPORTUNITIES
CBOT Managed Futures PORTFOLIO DIVERSIFICATION OPPORTUNITIES Portfolios... including judicious investments... in leveraged managed futures accounts show substantially less risk at every possible level
More informationRegistered country information Vanguard Investment Series plc and Vanguard Funds plc
Registered country information Vanguard Investment Series plc and Vanguard Funds plc The value of investments, and the income from them, may fall or rise and investors may get back less than they invested.
More informationFxPro Education. Introduction to FX markets
FxPro Education Within any economy, consumers and businesses use currency as a medium of exchange. In the UK, pound sterling is the national currency, while in the United States it is the US dollar. Modern
More informationTrade At Settlement (TAS)
Trade At Settlement (TAS) Frequently Asked Questions April 2015 This material may not be reproduced or redistributed in whole or in part without the express, prior written consent of Intercontinental Exchange,
More informationIFEU Fixed Income and Equity Contracts: Trading Days in 2015
IFEU Fixed Income and Equity Contracts: Trading Days in 2015 ICE Futures Europe will be closed on the following days: (New Year s Day) (Good Friday) (Christmas Day) Fixed Income Contracts All Fixed Income
More information